Search: credit risk/exposure
RBA Glossary definition for credit risk/exposure
credit risk/exposure – The risk that a counterparty will not settle an obligation for full value, either when due or thereafter. In 'exchange-for-value' systems, the risk is generally defined to include replacement risk (the risk of having to replace a contract at a potentially unfavourable price) and principal risk.
Search Results
Box B: Central Clearing of Over-the-counter Credit Derivatives
10 Mar 2009
FSR
– March 2009
Further increasing operational complexity has been the bilateral counterparty risk management of market participants. ... While credit derivative indices are likely to meet these prerequisites, single-name CDS pose more challenges, partly because of
https://www.rba.gov.au/publications/fsr/2009/mar/box-b.html
Resilience of Australian Households and Businesses
6 Oct 2023
FSR
– October 2023
Resilience of Australian Households and Businesses | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/household-business-finances-in-australia.html
Box B: Recent Trends in Personal Credit
10 Feb 2020
FSR
April 2018
PDF
640KB
https://www.rba.gov.au/publications/fsr/2018/apr/pdf/box-b.pdf
Household and Business Finances
8 Apr 2022
FSR
– April 2022
supply of credit to new borrowers who are most susceptible to finding difficulty in making repayments. ... An ICR below 2 has historically been associated with an increased risk of insolvency.
https://www.rba.gov.au/publications/fsr/2022/apr/household-business-finances.html
Chart Pack and Data | Education
4 May 2023
Chart Pack
A set of graphs, updated monthly, summarising macroeconomic and financial market trends in Australia and information about developments for our main trading partners
https://www.rba.gov.au/education/resources/chart-pack/
Financial Stability Assessment
6 Oct 2023
FSR
– October 2023
Financial Stability Assessment | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/overview.html
Box B: The ABX.HE Credit Default Swap Indices
10 Mar 2008
FSR
– March 2008
These indices provide market participants with a way to trade the credit risk of the underlying reference entities without having to enter into multiple CDS. ... While the main users of the ABX.HE indices are investors wanting to either hedge, or gain
https://www.rba.gov.au/publications/fsr/2008/mar/box-b.html
Box D: The New Payments Platform and Fast Settlement Service
10 Feb 2020
FSR
April 2018
PDF
588KB
https://www.rba.gov.au/publications/fsr/2018/apr/pdf/box-d.pdf
The Global and Macro-financial Environment
6 Oct 2023
FSR
– October 2023
The Global and Macro-financial Environment | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/global-financial-environment.html
The Global and Macro-financial Environment
22 Mar 2024
FSR
– March 2024
The Global and Macro-financial Environment | Financial Stability Review – March 2024
https://www.rba.gov.au/publications/fsr/2024/mar/the-global-and-macro-financial-environment.html